CME British Pound Future December 2015
| Trading Metrics calculated at close of trading on 14-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5436 |
1.5421 |
-0.0015 |
-0.1% |
1.5199 |
| High |
1.5455 |
1.5463 |
0.0008 |
0.1% |
1.5469 |
| Low |
1.5393 |
1.5365 |
-0.0028 |
-0.2% |
1.5136 |
| Close |
1.5419 |
1.5427 |
0.0008 |
0.1% |
1.5419 |
| Range |
0.0062 |
0.0098 |
0.0036 |
58.1% |
0.0333 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
74,251 |
55,359 |
-18,892 |
-25.4% |
269,099 |
|
| Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5712 |
1.5668 |
1.5481 |
|
| R3 |
1.5614 |
1.5570 |
1.5454 |
|
| R2 |
1.5516 |
1.5516 |
1.5445 |
|
| R1 |
1.5472 |
1.5472 |
1.5436 |
1.5494 |
| PP |
1.5418 |
1.5418 |
1.5418 |
1.5430 |
| S1 |
1.5374 |
1.5374 |
1.5418 |
1.5396 |
| S2 |
1.5320 |
1.5320 |
1.5409 |
|
| S3 |
1.5222 |
1.5276 |
1.5400 |
|
| S4 |
1.5124 |
1.5178 |
1.5373 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6340 |
1.6213 |
1.5602 |
|
| R3 |
1.6007 |
1.5880 |
1.5511 |
|
| R2 |
1.5674 |
1.5674 |
1.5480 |
|
| R1 |
1.5547 |
1.5547 |
1.5450 |
1.5611 |
| PP |
1.5341 |
1.5341 |
1.5341 |
1.5373 |
| S1 |
1.5214 |
1.5214 |
1.5388 |
1.5278 |
| S2 |
1.5008 |
1.5008 |
1.5358 |
|
| S3 |
1.4675 |
1.4881 |
1.5327 |
|
| S4 |
1.4342 |
1.4548 |
1.5236 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5469 |
1.5136 |
0.0333 |
2.2% |
0.0124 |
0.8% |
87% |
False |
False |
64,891 |
| 10 |
1.5469 |
1.5136 |
0.0333 |
2.2% |
0.0110 |
0.7% |
87% |
False |
False |
34,090 |
| 20 |
1.5805 |
1.5136 |
0.0669 |
4.3% |
0.0117 |
0.8% |
43% |
False |
False |
17,327 |
| 40 |
1.5805 |
1.5136 |
0.0669 |
4.3% |
0.0099 |
0.6% |
43% |
False |
False |
8,708 |
| 60 |
1.5890 |
1.5136 |
0.0754 |
4.9% |
0.0099 |
0.6% |
39% |
False |
False |
5,820 |
| 80 |
1.5892 |
1.5136 |
0.0756 |
4.9% |
0.0094 |
0.6% |
38% |
False |
False |
4,368 |
| 100 |
1.5892 |
1.5035 |
0.0857 |
5.6% |
0.0085 |
0.5% |
46% |
False |
False |
3,495 |
| 120 |
1.5892 |
1.4625 |
0.1267 |
8.2% |
0.0071 |
0.5% |
63% |
False |
False |
2,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5880 |
|
2.618 |
1.5720 |
|
1.618 |
1.5622 |
|
1.000 |
1.5561 |
|
0.618 |
1.5524 |
|
HIGH |
1.5463 |
|
0.618 |
1.5426 |
|
0.500 |
1.5414 |
|
0.382 |
1.5402 |
|
LOW |
1.5365 |
|
0.618 |
1.5304 |
|
1.000 |
1.5267 |
|
1.618 |
1.5206 |
|
2.618 |
1.5108 |
|
4.250 |
1.4949 |
|
|
| Fisher Pivots for day following 14-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5423 |
1.5418 |
| PP |
1.5418 |
1.5409 |
| S1 |
1.5414 |
1.5401 |
|